Move Intensity
Price move normalized by 14-day ATR
What Move Intensity Measures
Normalizes the daily price move by the stock's own recent volatility (14-day ATR). A 2% move means something very different for a low-volatility utility stock vs. a high-volatility tech name. Move Intensity adjusts for this, telling you whether today's move was routine or extraordinary for this specific stock.
Buckets
TradeOdds classifies each trading day into one of these buckets for Move Intensity. When you run an analysis, matching days must fall in the same bucket (or adjacent buckets if tolerance is set above 0).
How It's Calculated
Daily return divided by 14-day Average True Range (ATR). Bucketed into standard deviations from the stock's own historical volatility.
How to Use Move Intensity in TradeOdds
When you run an analysis on TradeOdds, Move Intensity is one of 17 conditions that can be active. If Move Intensity is toggled on, only historical days where Move Intensity was in the same bucket as today are included in the match.
For example, if today's Move Intensity reading puts it in the "Extraordinary Surge" bucket, TradeOdds finds all historical days for that stock where Move Intensity was also classified as "Extraordinary Surge" — then shows you what happened next.
Adding more conditions narrows the match (fewer but more specific historical days). Removing conditions widens the match (more historical days but less specific). The right balance depends on whether you want statistical significance (more matches) or precision (fewer but more similar matches).
See Move Intensity in Action
Run a free analysis on any stock and see how Move Intensity affects the historical base rate.
Run Free AnalysisNo account required. 5 free analyses per day.
All 17 Market Conditions
Market Trend
SPY position relative to key moving averages
VIX Level
CBOE Volatility Index current reading
VIX Move
Daily VIX percentage change
Month of Year
Calendar month seasonality
Macro Risk
Global risk state from yield curve and economic indicators
Price Move
Daily close-to-close percentage return
Relative Volume
Today's volume vs. 20-day average
RSI Zone
14-period RSI momentum classification
RSI Slope
3-day directional slope of RSI
Trend Structure
Price alignment with 9-day and 21-day EMA
Overnight Gap
Gap between today's open and yesterday's close
Analyst Trend
Net analyst sentiment over last 5 days
Earnings Performance
Latest earnings result vs. estimates
Earnings Proximity
Days until next earnings report
Price Streak
Consecutive up or down closing days
Volume Streak
Consecutive days above/below average volume